Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond

Open Access

Peer-reviewed

Research Article

About the Authors

Björn Böttcher

* E-mail: bjoern.boettcher@tu-dresden.de

Affiliation TU Dresden, Institut für Mathematische Stochastik, Dresden, Germany

The author has declared that no competing interests exist.

Contributed reagents/materials/analysis tools: BB. Wrote the paper: BB.

Brownian motion
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Monte Carlo method
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Source code
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Differential equations
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Finance
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Markov models
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Stochastic processes
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Markov processes
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